Package: BayesSplineUR
Type: Package
Title: Bayesian Unit Root Test for AR(1) Model with Trend Approximated
        by Linear Spline Function
Version: 0.1.0
Authors@R: c(
    person("Shikhar", "Tyagi", email = "shikhar1093tyagi@gmail.com", role = c("aut", "cre"), comment = c(ORCID = "0000-0003-1606-0844")),
    person("Arvind", "Pandey", email = "arvindmzu@gmail.com", role = "aut"),
    person("Bhupendra", "Singh", email = "bhupendra.rana@gmail.com", role = "aut"),
    person("Vrijesh", "Tripathi", email = "vrijesh.tripathi@uwi.edu", role = "aut")
  )
Description: Performs Bayesian unit root testing for autoregressive time series models with non-linear trend components approximated by linear spline functions, as proposed by Kumar et al. (2020) <doi:10.19139/soic-2310-5070-786>. The package 'BayesSplineUR' computes posterior odds ratios, Bayes factors, and posterior probabilities for the unit root hypothesis against trend-stationary alternatives in models with linear spline trends or maintained polynomial trends as developed by Chaturvedi and Kumar (2005) <doi:10.1016/j.spl.2005.04.044>. Includes automatic knot selection using information criteria (AIC/BIC) and theoretical foundations for Bayesian unit root testing under structural breaks and maintained trends drawing from Schotman and van Dijk (1991) <doi:10.1016/0304-4076(91)90038-F>, Phillips and Perron (1988) <doi:10.1093/biomet/75.2.335>, Ouliaris et al. (1988) <doi:10.1007/978-94-009-2953-1_10>, and Perron (1989) <doi:10.2307/1913683>.
License: GPL (>= 3)
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.3.3
Depends: R (>= 3.5.0)
Imports: stats, graphics
Suggests: knitr, rmarkdown, testthat (>= 3.0.0)
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2026-07-29 01:06:10 UTC; shikhar tyagi
Author: Shikhar Tyagi [aut, cre] (ORCID:
    <https://orcid.org/0000-0003-1606-0844>),
  Arvind Pandey [aut],
  Bhupendra Singh [aut],
  Vrijesh Tripathi [aut]
Maintainer: Shikhar Tyagi <shikhar1093tyagi@gmail.com>
Repository: CRAN
Date/Publication: 2026-08-06 13:30:02 UTC
